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相关论文: Potential theory for hyperbolic SPDEs

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Let $(X_t)_{t\ge0}$ be a Feller process generated by a pseudo-differential operator whose symbol satisfies $\|p(\cdot,\xi)\|_\infty\le c(1+|\xi|^2)$ and $p(\cdot,0)\equiv0.$ We prove that, for a large class of examples, the Hausdorff…

概率论 · 数学 2014-11-14 Victoria Knopova , René L. Schilling , Jian Wang

We prove an existence and uniqueness result for quasilinear Stochastic PDEs with obstacle (OSPDE in short). Our method is based on analytical technics coming from the parabolic potential theory. The solution is expressed as a pair $(u,\nu)$…

概率论 · 数学 2014-03-28 Laurent Denis , Anis Matoussi , Jing Zhang

We develop the specification and orbit-decomposition approach to equilibrium states for parabolic rational maps of the Riemann Sphere. Our result extends the well-known results on uniqueness of equilibrium states in this setting, notably…

动力系统 · 数学 2026-03-25 Katelynn Huneycutt , Daniel J. Thompson

It is studied the Hilbert boundary value problem for the nondegenerate Beltrami equations in domains $D$ of the complex plane $\mathbb C$ with the so--called quasihyperbolic boundary condition. It is proved the existence of solutions of…

复变函数 · 数学 2019-11-22 V. Gutlyanskii , V. Ryazanov , E. Yakubov , A. Yefimushkin

In this paper, we obtain lower and upper bounds for the blow-up times to a system of semilinear stochastic partial differential equations. Under suitable assumptions, lower and upper bounds of explosion times are obtained by using explicit…

偏微分方程分析 · 数学 2024-02-13 S. Sankar , Manil T. Mohan , S. Karthikeyan

In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. The limit function is represented as the viscosity solution…

概率论 · 数学 2021-07-19 Mingshang Hu , Falei Wang

General analytic energy bounds are derived for N-boson systems governed by semirelativistic Hamiltonians of the form H=\sum_{i=1}^N \sqrt(p_i^2+m^2) + \sum_{1=i<j}^N V(r_{ij}), where V(r) is a static attractive pair potential. A…

数学物理 · 物理学 2008-11-26 Richard L. Hall , Wolfgang Lucha

We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…

动力系统 · 数学 2017-09-05 Luke Mohr , Hong-Kun Zhang

We consider a stationary Poisson process of $k$-planes in the $d$-dimensional hyperbolic space $\mathbb H^d$ of constant curvature $-1$, with $d \ge 4$ and $1 \le k \le d-1$. It is known that, after centring and normalization, the total…

概率论 · 数学 2025-11-26 Tillmann Bühler , Daniel Hug , Christoph Thäle

We prove the convergence of $ \nN $-particle systems of Brownian particles with logarithmic interaction potentials onto a system described by the infinite-dimensional stochastic differential equation (ISDE). % For this proof we present two…

概率论 · 数学 2017-06-14 Yosuke Kawamoto , Hirofumi Osada

We prove existence and uniqueness of global-in-time solutions in the $W^{-1,p}_D$-$W^{1,p}_D$-setting for abstract quasilinear parabolic PDEs with nonsmooth data and mixed boundary conditions, including a nonlinear source term with at most…

偏微分方程分析 · 数学 2023-03-09 Fabian Hoppe , Hannes Meinlschmidt , Ira Neitzel

We analyze the existence of Brownian motion tilted by a potential of full support on hyperbolic spaces $\mathbb{H}^d$. On compact spaces, it is classical that these path limits, called Q-processes, exist and can be directly defined using…

概率论 · 数学 2026-02-23 Miklos Abert , Adam Arras , Jaelin Kim

In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic,…

概率论 · 数学 2023-07-18 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

We provide a rigorous derivation of the brownian motion as the hydrodynamic limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0,$ in the…

偏微分方程分析 · 数学 2015-02-25 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond

We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in $\mathbb{R}^d$. This result generalizes an earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998)…

概率论 · 数学 2007-05-23 Lothar Heinrich , Hendrik Schmidt , Volker Schmidt

This is the full and extended version of the brief note arXiv:1908.00938. A nontrivially solvable 4-dimensional Hamiltonian system is applied to the problem of wave fronts and to the asymptotic theory of partial differential equations. The…

可精确求解与可积系统 · 物理学 2021-07-15 Yu. Brezhnev , A. Tsvetkova

We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…

偏微分方程分析 · 数学 2025-03-18 Jesus Correa , Christian Olivera

In this paper, we consider particle systems with interaction and Brownian motion. We prove that when the initial data is from the sampling of Chorin's method, i.e., the initial vertices are on lattice points $hi\in \mathbb{R}^d$ with mass…

概率论 · 数学 2015-12-02 Jian-Guo Liu , Yuan Zhang

We consider the parabolic Anderson problem with random potentials having inverse-square singularities around the points of a standard Poisson point process in $\mathbb{R}^d$, $d \geq 3$. The potentials we consider are obtained via…

概率论 · 数学 2020-07-29 Peter Nelson , Renato Soares dos Santos

We study existence of densities for solutions to stochastic differential equations with H\"older continuous coefficients and driven by a $d$-dimensional L\'evy process $Z=(Z_{t})_{t\geq 0}$, where, for $t>0$, the density function $f_{t}$ of…

概率论 · 数学 2022-03-17 Martin Friesen , Peng Jin , Barbara Rüdiger